Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

DOI10.1007/S10114-015-2003-ZzbMATH Open1321.62014OpenAlexW1970434601MaRDI QIDQ2018885FDOQ2018885

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 25 March 2015

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-015-2003-z

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zbMATH Keywords

trendmaximumBell polynomialsexpansionsGumbelexponential and gamma tails

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited In (2)

• The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
• Expansions for the distribution of the maximum from distributions with a power tail when a trend is present

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